Add more detailed description to README.md file. Delist variables in config.py, which should be strings.

Author: niklasniedermeier

README.md

@@ -1,39 +1,35 @@
 # BacktestBay: Evaluation of Trading Strategies
 
 BacktestBay is a Python-based framework for backtesting trading strategies. It leverages
-`yfinance` for importing financial data.
+[yfinance](https://pypi.org/project/yfinance/) for importing financial data.
 
 ## Configuration
 
 BacktestBay enables the configuration of input parameters through
 [config.py](https://github.com/iame-uni-bonn/final-project-niklasniedermeier-1/blob/main/src/backtest_bay/config.py).
 
-This configuration file allows for the customization of data source settings
+First, the data source is specified in more detail in the configuration file:
 
 ```python
-STOCKS = ["AAPL", "MSFT"]  # List of stock symbols from yfinance
-START_DATES = ["2019-01-01"]  # Start date for historical data ("YYYY-MM_DD")
-END_DATES = ["2025-01-01"]  # End date for historical data ("YYYY-MM_DD")
-INTERVALS = ["1d"]  # Data frequency (e.g., daily)
+STOCKS = ["AAPL", "MSFT"]
+START_DATES = "2019-01-01"
+END_DATES = "2025-01-01"
+INTERVALS = "1d"
 ```
 
-and the choice of trading strategies
+Multiple valid symbols from [yfinance](https://pypi.org/project/yfinance/) can be added
+to the `STOCKS` list. `START_DATES` and `END_DATES` define the time range for the price
+history of the selected `STOCKS` at a specified `INTERVAL`. The available options for
+`INTERVAL` are listed at the end of the README file.
 
-```python
-STRATEGIES = ["bollinger", "macd", "roc", "rsi"]
-```
-
-as well as the adjustment of trading parameters
+In the next step, multiple trading strategies can be added to the `STRATEGIES` list:
 
 ```python
-INITIAL_CASH = 1000000  # Initial capital for trading
-TAC = 0.005  # Transaction cost
-TRADE_PCT = 0.05  # Percentage of current portfolio used per trade
+STRATEGIES = ["bollinger", "macd", "roc", "rsi"]
 ```
 
-providing users with enhanced control and flexibility in their backtesting process.
-
-The following trading strategies are currently implemented
+Each trading strategy is backtested on the stocks specified in the `STOCKS` list. The
+following trading strategies are currently implemented:
 
 - 'bollinger':
   [Bollinger Bands](https://www.investopedia.com/terms/b/bollingerbands.asp)
@@ -42,12 +38,25 @@ The following trading strategies are currently implemented
 - 'roc': [Rate of Change](https://www.investopedia.com/terms/p/pricerateofchange.asp)
 - 'rsi': [Relative Strength Index](https://www.investopedia.com/terms/r/rsi.asp)
 
+Finally, additional backtesting parameters can be specified
+
+```python
+INITIAL_CASH = 1000000
+TAC = 0.005
+TRADE_PCT = 0.05
+```
+
+providing users with greater control and flexibility in their backtesting process.
+`INITIAL_CASH` specifies the amount of cash available at the start. `TAC` specifies the
+transaction costs as a percentage of the traded volume.. `TRADE_PCT` indicates the
+percentage of the current portfolio allocated for trading.
+
 ## Getting Started
 
 To get started, first clone the repository using the following command:
 
 ```bash
-git clone <repository-url>
+git clone repository-url
 ```
 
 Next, create and activate the environment by navigating to the directory containing
@@ -64,3 +73,31 @@ project directory:
 ```bash
 pytask
 ```
+
+## yfinance Download Intervals and Maximum History
+
+| INTERVAL | Description | Maximum History Available           |
+| -------- | ----------- | ----------------------------------- |
+| `1m`     | 1 minute    | **7 days**                          |
+| `2m`     | 2 minutes   | **60 days**                         |
+| `5m`     | 5 minutes   | **60 days**                         |
+| `15m`    | 15 minutes  | **60 days**                         |
+| `30m`    | 30 minutes  | **60 days**                         |
+| `60m`    | 60 minutes  | **730 days (2 years)**              |
+| `90m`    | 90 minutes  | **730 days (2 years)**              |
+| `1h`     | 1 hour      | **730 days (2 years)**              |
+| `1d`     | 1 day       | **Max available (up to 50+ years)** |
+| `5d`     | 5 days      | **Max available (up to 50+ years)** |
+| `1wk`    | 1 week      | **Max available (up to 50+ years)** |
+| `1mo`    | 1 month     | **Max available (up to 50+ years)** |
+| `3mo`    | 3 months    | **Max available (up to 50+ years)** |
+
+### Notes:
+
+- Intraday data (`< 1d`) is typically only available for the last **60 days**, except
+  for `1m`, which is limited to the last **7 days**.
+- Daily, weekly, and monthly data can be downloaded for the maximum history available,
+  which may go back **50+ years** depending on the stock.
+- For intervals `60m`, `90m`, and `1h`, data is available for up to **2 years**.
+- These limitations are set by Yahoo Finance, and attempting to request more data than
+  allowed will result in an error or incomplete data.

src/backtest_bay/config.py

@@ -12,9 +12,9 @@
 
 # Data source
 STOCKS = ["AAPL", "MSFT"]
-START_DATES = ["2019-01-01"]
-END_DATES = ["2025-01-01"]
-INTERVALS = ["1d"]
+START_DATES = "2019-01-01"
+END_DATES = "2025-01-01"
+INTERVALS = "1d"
 
 # Trading strategies
 STRATEGIES = ["bollinger", "macd", "roc", "rsi"]
@@ -26,6 +26,8 @@
 
 # Define PARAMS using input data
 PARAMS = pd.DataFrame(
-    list(itertools.product(STOCKS, START_DATES, END_DATES, INTERVALS, STRATEGIES)),
+    list(
+        itertools.product(STOCKS, [START_DATES], [END_DATES], [INTERVALS], STRATEGIES)
+    ),
     columns=["stock", "start_date", "end_date", "interval", "strategy"],
 )